Pull down menu for two different categories

In my blog, I have two categories: Paquebot & Escales.
In the first one I would like to have a pull down menu with the different names of Paquebot. In the second one I would like to have the different city of port of call (Escales). When I put a pull down menu all the categories are on the same pull down menu. How is it possible to create two different pull down menu for categories? Thanks a lot for you help. Regards.